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Trade: FTM/USDT/720/PWMA/PSAR/6918

Strategy
FTM/USDT/720/PWMA/PSAR/6918
Pair
FTM_USDT
Interval
12h
Score
307401
Daily Profit
0.248268
Profit Factor
1.753485
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 06:30
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2540206.3358 2581456.1893 -41249.8535 4303226.88 15770853.1587 -11467626.2787
Total P&L (%) 2540.2063 2581.4562 -41.2499 4303.2269 15770.8532 -11467.6263
Avg Daily Profit (%) 1.2431 1.2633 -0.0202 0.1854 0.2483 0
Buy And Hold Return (%) 4021.3907 4021.3907 4021.3907 4021.3907 4021.3907 4021.3907
Max Trade Drawdown -107034 -56821 -119610 -12613496 -6929873 -16321337
Profit Factor 4.519 8.8819 0.8954 1.0866 1.7535 0.601
Total Trades 79 40 39 79 40 39
Winning Trades 36 19 17 36 19 17
Losing Trades 43 21 22 43 21 22
Profitability (%) 45.5696 47.5 43.5897 45.5696 47.5 43.5897
Ratio Avg Win / Avg Loss 5.3977 9.8169 1.1587 1.2979 1.9381 0.7777
Largest Winning Trade 1333850 1333850 83520 9111174 9111174 5993548
Largest Losing Trade -54043 -52990 -54043 -5381123 -5381123 -4696267
Avg Bars in Trades 47 47 47 47 47 47
Avg Bars in Winners 74 71 78 74 71 78
Avg Bars in Losers 24 26 23 24 26 23
Bars Traded 3771 1917 1854 3771 1917 1854
Profit Streak 0 0 312.6459 0 0 312.6459
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -177785 -144625 -580996 -294285 307401 -582662
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1567900800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759462209311,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            2540206.33577407,
            2581456.1892513237,
            -41249.8534772529,
            4303226.87999183,
            15770853.158725034,
            -11467626.278733216
        ],
        [
            2540.206336,
            2581.456189,
            -41.249853,
            4303.22688,
            15770.853159,
            -11467.626279
        ],
        [
            1.243066,
            1.263252,
            -0.020186,
            0.185389,
            0.248268,
            0
        ],
        [
            4021.390689,
            4021.390689,
            4021.390689,
            4021.390689,
            4021.390689,
            4021.390689
        ],
        [
            -107034,
            -56821,
            -119610,
            -12613496,
            -6929873,
            -16321337
        ],
        [
            4.518967,
            8.881949,
            0.895397,
            1.086639,
            1.753485,
            0.600958
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            45.56962,
            47.5,
            43.589744,
            45.56962,
            47.5,
            43.589744
        ],
        [
            5.397655,
            9.816891,
            1.158749,
            1.29793,
            1.938062,
            0.77771
        ],
        [
            1333850,
            1333850,
            83520,
            9111174,
            9111174,
            5993548
        ],
        [
            -54043,
            -52990,
            -54043,
            -5381123,
            -5381123,
            -4696267
        ],
        [
            47,
            47,
            47,
            47,
            47,
            47
        ],
        [
            74,
            71,
            78,
            74,
            71,
            78
        ],
        [
            24,
            26,
            23,
            24,
            26,
            23
        ],
        [
            3771,
            1917,
            1854,
            3771,
            1917,
            1854
        ],
        [
            0,
            0,
            312.645941,
            0,
            0,
            312.645941
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -177785,
            -144625,
            -580996,
            -294285,
            307401,
            -582662
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1567900800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759462209311,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)